Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.533791 0.597086 0.667982 0.753895 0.856022 0.974608 1.124301
2024-11-24 00:00:00+00:00 0.454508 0.532337 0.625487 0.747000 0.904106 1.104441 1.386199
2024-12-01 00:00:00+00:00 0.387597 0.468613 0.570196 0.710008 0.902625 1.167111 1.574201
2024-12-08 00:00:00+00:00 0.339524 0.420855 0.526677 0.678840 0.899991 1.223935 1.765414
2024-12-15 00:00:00+00:00 0.316104 0.401557 0.516917 0.690370 0.957013 1.376013 2.145345
2024-12-22 00:00:00+00:00 0.301292 0.391636 0.517930 0.716226 1.038624 1.583457 2.691711
2024-12-29 00:00:00+00:00 0.284621 0.377063 0.510118 0.726899 1.097105 1.765502 3.265241
2025-01-05 00:00:00+00:00 0.269303 0.362745 0.500745 0.733180 1.148487 1.946991 3.923525
2025-01-12 00:00:00+00:00 0.253317 0.345903 0.485583 0.727522 1.176964 2.090645 4.568758
2025-01-19 00:00:00+00:00 0.233973 0.322452 0.457885 0.697032 1.153563 2.119547 4.924899
2025-01-26 00:00:00+00:00 0.224647 0.313581 0.452489 0.704527 1.204844 2.327614 5.949566
2025-02-02 00:00:00+00:00 0.216541 0.305934 0.448264 0.713359 1.260194 2.562649 7.264383
2025-02-09 00:00:00+00:00 0.205717 0.293601 0.435813 0.706689 1.284457 2.736040 8.565778
2025-02-16 00:00:00+00:00 0.197017 0.284078 0.427300 0.706459 1.323121 2.964049 10.407006
2025-02-23 00:00:00+00:00 0.184186 0.267018 0.404480 0.675742 1.286469 2.964318 11.134867
2025-03-02 00:00:00+00:00 0.173018 0.252109 0.384452 0.648698 1.254586 2.971756 11.956219
2025-03-09 00:00:00+00:00 0.168690 0.248322 0.383802 0.660828 1.320322 3.316080 15.575600
2025-03-16 00:00:00+00:00 0.166511 0.247963 0.389184 0.685997 1.424575 3.846230 22.304595
2025-03-23 00:00:00+00:00 0.162461 0.244126 0.387840 0.696584 1.493003 4.287085 30.361396
2025-03-30 00:00:00+00:00 0.158126 0.239531 0.384708 0.702838 1.551112 4.725002 41.402374
2025-04-06 00:00:00+00:00 0.152711 0.232741 0.376922 0.697710 1.575437 5.033555 53.337573
2025-04-13 00:00:00+00:00 0.144900 0.221351 0.359618 0.669053 1.524238 4.962983 57.001965
2025-04-20 00:00:00+00:00 0.141669 0.217991 0.357708 0.676207 1.584954 5.489823 84.053465